Changelog

glmnet 3.0-1 2019-11-15

Minor fix to correct Depends in the DESCRIPTION to R (>= 3.6.0)

glmnet 3.0 2019-11-09

This is a major revision with much added functionality, listed roughly in order of importance. An additional vignette called relax is supplied to describe the usage.

  • relax argument added to glmnet. This causes the models in the path to be refit without regularization. The resulting object inherits from class glmnet, and has an additional component, itself a glmnet object, which is the relaxed fit.
  • relax argument to cv.glmnet. This allows selection from a mixture of the relaxed fit and the regular fit. The mixture is governed by an argument gamma with a default of 5 values between 0 and 1.
  • predict, coef and plot methods for relaxed and cv.relaxed objects.
  • print method for relaxed object, and new print methods for cv.glmnet and cv.relaxed objects.
  • A progress bar is provided via an additional argument trace.it=TRUE to glmnet and cv.glmnet. This can also be set for the session via glmnet.control.
  • Three new functions assess.glmnet, roc.glmnet and confusion.glmnet for displaying the performance of models.
  • makeX for building the x matrix for input to glmnet. Main functionality is one-hot-encoding of factor variables, treatment of NA and creating sparse inputs.
  • bigGlm for fitting the GLMs of glmnet unpenalized.

In addition to these new features, some of the code in glmnet has been tidied up, especially related to CV.

glmnet 2.0-20 Unreleased

  • Fixed a bug in internal function coxnet.deviance to do with input pred, as well as saturated loglike (missing) and weights
  • added a coxgrad function for computing the gradient

glmnet 2.0-19 Unreleased

  • Fixed a bug in coxnet to do with ties between death set and risk set

glmnet 2.0-18 2019-05-20

  • Added an option alignment to cv.glmnet, for cases when wierd things happen

glmnet 2.0-17 Unreleased

  • Further fixes to mortran to get clean fortran; current mortran src is in inst/mortran

glmnet 2.0-16 2018-04-02

  • Additional fixes to mortran; current mortran src is in inst/mortran
  • Mortran uses double precision, and variables are initialized to avoid -Wall warnings
  • cleaned up repeat code in CV by creating a utility function

glmnet 2.0-15 Unreleased

  • Fixed up the mortran so that generic fortran compiler can run without any configure

glmnet 2.0-13 2017-09-22

  • Cleaned up some bugs to do with exact prediction
  • newoffset created problems all over - fixed these

glmnet 2.0-11 Unreleased

  • Added protection with exact=TRUE calls to coef and predict. See help file for more details

glmnet 2.0-10 2017-05-06

  • Two iterations to fix to fix native fortran registration.

glmnet 2.0-8 2017-04-30

  • included native registration of fortran

glmnet 2.0-7 Unreleased

  • constant y blows up elnet; error trap included
  • fixed lambda.interp which was returning NaN under degenerate circumstances.

glmnet 2.0-6 Unreleased

  • added some code to extract time and status gracefully from a Surv object

glmnet 2.0-3 2016-02-23

  • changed the usage of predict and coef with exact=TRUE. The user is strongly encouraged to supply the original x and y values, as well as any other data such as weights that were used in the original fit.

glmnet 2.0-1 2015-04-08

  • Major upgrade to CV; let each model use its own lambdas, then predict at original set.
  • fixed some minor bugs

glmnet 1.9-9 Unreleased

  • fixed subsetting bug in lognet when some weights are zero and x is sparse

glmnet 1.9-8 2014-05-24

  • fixed bug in multivariate response model (uninitialized variable), leading to valgrind issues
  • fixed issue with multinomial response matrix and zeros
  • Added a link to a glmnet vignette

glmnet 1.9-6 Unreleased

  • fixed bug in predict.glmnet, predict.multnet and predict.coxnet, when s= argument is used with a vector of values. It was not doing the matrix multiply correctly
  • changed documentation of glmnet to explain logistic response matrix

glmnet 1.9-5 2013-08-04

  • added parallel capabilities, and fixed some minor bugs

glmnet 1.9-3 2013-03-02

  • added intercept option

glmnet 1.9-1 2013-02-10

  • added upper and lower bounds for coefficients
  • added glmnet.control for setting systems parameters
  • fixed serious bug in coxnet

glmnet 1.8-5 2013-01-04

  • added exact=TRUE option for prediction and coef functions

glmnet 1.8 2012-07-03

  • Major new release
  • added mgaussian family for multivariate response
  • added grouped option for multinomial family

glmnet 1.7-4 Unreleased

  • nasty bug fixed in fortran - removed reference to dble
  • check class of newx and make dgCmatrix if sparse

glmnet 1.7-1 Unreleased

glmnet 1.6 2011-04-24

  • predict.glmnet : fixed bug with type="nonzero"
  • glmnet: Now x can inherit from sparseMatrix rather than the very specific dgCMatrix, and this will trigger sparse mode for glmnet

glmnet 1.5 2010-11-04

  • glmnet.Rd (lambda.min) : changed value to 0.01 if nobs < nvars, (lambda) added warnings to avoid single value, (lambda.min): renamed it lambda.min.ratio
  • glmnet (lambda.min) : changed value to 0.01 if nobs < nvars (HessianExact) : changed the sense (it was wrong), (lambda.min): renamed it lambda.min.ratio. This allows it to be called lambda.min in a call though
  • predict.cv.glmnet (new function) : makes predictions directly from the saved glmnet object on the cv object
  • coef.cv.glmnet (new function) : as above
  • predict.cv.glmnet.Rd : help functions for the above
  • cv.glmnet : insert drop(y) to avoid 1 column matrices; now include a glmnet.fit object for later predictions
  • nonzeroCoef : added a special case for a single variable in x; it was dying on this
  • deviance.glmnet : included
  • deviance.glmnet.Rd : included

glmnet 1.4 2010-06-16

  • Note that this starts from version glmnet_1.4.